Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47510.52 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46112.93 Kr¶

PnL: ---------------------------------------> -775.64 Kr¶

DD now: ---------------------------------> -2.302 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 15:58:37.648188'

Anic Portfolio¶

Today¶

Return: 0.424 %¶

This Week¶

Return: -0.84 %¶

Total¶

Return: 55.537 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.320000 3120.000000 193.000000 6.590000 2927.000000
HEBA B 70 0.880000 2796.500000 160.500000 6.090000 2636.000010
HMS Networks 2 -0.810000 784.400000 111.400000 16.550000 673.000000
Nordea Bank Abp 29 0.680000 3507.260000 53.260000 1.540000 3453.999992
SAAB B 8 -0.510000 3425.600000 48.600000 1.440000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 3.130000 402.000000 47.000000 13.240000 355.000000
MedCap 2 0.650000 466.000000 45.000000 10.690000 421.000000
Resurs Holding 22 2.520000 608.740000 34.740000 6.050000 573.999998
Corem Property Group B 59 0.690000 602.980000 25.980000 4.500000 576.999999
Swedbank A 3 1.950000 587.100000 23.100000 4.100000 564.000000
AcadeMedia 12 0.250000 580.080000 23.080000 4.140000 557.000004
Boozt 12 0.290000 1676.400000 22.400000 1.350000 1653.999996
OEM International B 7 0.000000 546.000000 18.000000 3.410000 527.999997
Intrum 4 -0.220000 543.600000 16.600000 3.150000 527.000000
Securitas B 6 1.520000 584.880000 14.880000 2.610000 570.000000
Eastnine 4 0.160000 504.800000 13.800000 2.810000 491.000000
Norva24 Group 16 -0.170000 552.960000 9.960000 1.830000 543.000000
Samhällsbyggnadsbo. i Norden D 12 2.920000 253.920000 7.920000 3.220000 246.000000
Creaspac SPAC 6 0.310000 582.600000 5.600000 0.970000 577.000002
Coor Service Management Hold. 8 0.300000 537.200000 5.200000 0.980000 532.000000
Fastighetsbolag. Emilshus Pref 21 -1.460000 567.000000 5.000000 0.890000 562.000005
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.090000 540.500000 -5.500000 -1.010000 546.000000
Midsona B 63 -0.330000 566.370000 -16.630000 -2.850000 582.999984
International Petroleum Corp. 5 3.800000 573.000000 -21.570000 -3.630000 594.565215
CTEK 13 -3.970000 509.600000 -24.400000 -4.570000 533.999999
Essity B 2 -2.330000 536.400000 -37.600000 -6.550000 574.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Essity A 4 -2.000000 1076.000000 -73.000000 -6.350000 1149.000000
Sampo Oyj SDB 7 0.280000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 2.130000 3689.000000 -122.000000 -3.200000 3810.999990
Beijer Electronics Group 26 0.560000 2818.400000 -152.600000 -5.140000 2971.000006
OX2 18 1.840000 1444.500000 -219.500000 -13.190000 1663.999992
Axfood 13 0.410000 3482.700000 -273.300000 -7.280000 3756.000001
Ovzon 52 0.190000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 46112.930000 -775.640000 -2.30181% 46888.564618

Updated:¶

'2023-01-27 15:58:50.781611'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶